-5.2%
TSN vs FROG
+22.9%
-28.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.3% | +2.7% | -0.6% |
| 7D | -6.3% | -11.3% | +5.0% | -6.1% |
| 30D | -10.8% | +3.6% | -14.5% | -10.9% |
| 3M | -8.8% | +1.7% | -10.4% | -8.9% |
| 6M | -16.8% | +123.5% | -140.3% | -18.8% |
| YTD | -10.0% | +40.2% | -50.2% | -11.3% |
| 1Y | -5.3% | +81.0% | -86.2% | -7.3% |
| 3Y | +8.5% | +194.8% | -186.2% | +3.9% |
| 5Y | -22.9% | +131.8% | -154.7% | -27.5% |
| All | -5.2% | +22.9% | -28.1% | -11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FROG.
Daily Out/Under-Performance
Portfolio return minus FROG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FROG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FROG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling